Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction /
"Assuming only basic knowledge of probability theory and functional analysis, this book provides a self-contained introduction to Malliavin calculus and infinite-dimensional Brownian motion. In an effort to demystify a subject thought to be difficult, it exploits the framework of nonstandard an...
Call Number: | Libro Electrónico |
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Main Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Cambridge :
Cambridge University Press,
©2012.
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Series: | Cambridge tracts in mathematics ;
191. |
Subjects: | |
Online Access: | Texto completo |